+5,173.8%
LLY vs IOVA
-92.3%
+5,266.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -0.8% |
| 7D | -4.5% | -5.2% | +0.7% | -4.4% |
| 30D | +13.9% | -37.8% | +51.7% | +14.5% |
| 3M | +13.8% | +29.5% | -15.7% | +12.9% |
| 6M | +37.6% | +96.6% | -59.0% | +35.3% |
| YTD | +26.6% | +194.5% | -167.9% | +23.5% |
| 1Y | +45.3% | +248.1% | -202.7% | +41.4% |
| 3Y | +132.2% | +86.1% | +46.1% | +125.3% |
| 5Y | +434.7% | -67.8% | +502.5% | +424.2% |
| 10Y | +2,084.3% | +38.6% | +2,045.7% | +2,005.5% |
| All | +5,173.8% | -92.3% | +5,266.2% | +4,814.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling